Related papers: A stochastic representation theorem for sublinear …
Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded…
Let $P(\partial/\partial x)$ be an $m\times n$ matrix whose entries are PDO on $\bbR^n$ with constant coefficients, and let $\calS(\bbR^n)$ be the space of infinitely differentiable rapidly decreasing functions on $\bbR^n$. It is proved…
By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Gruschin type semigroups whose generator might be both degenerate…
This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…
In this lecture we present a brief outline of boson Fock space stochastic calculus based on the creation, conservation and annihilation operators of free field theory, as given in the 1984 paper of Hudson and Parthasarathy. We show how a…
We propose an abstract framework describing energy-renormalized Hamiltonians in terms of local algebras. Within the framework, we examine the positivity improvingness of the semigroup generated by the renormalized Hamiltonian. As examples,…
We extend the discussion of projective group representations in quaternionic Hilbert space which was given in our recent book. The associativity condition for quaternionic projective representations is formulated in terms of unitary…
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and the fast variables interact. The approximate Markov fast motion is a family of Markov process with generator ${\mathcal L}_x$ for which we…
A rigged Hilbert space characterisation of the unbounded generators of quantum completely positive (CP) stochastic semigroups is given. The general form and the dilation of the stochastic completely dissipative (CD) equation over the…
Norm estimates for strongly continuous semigroups have been successfully studied in numerous settings, but at the moment there are no corresponding studies in the case of solution operators of singular integral equations. Such equations…
We introduce a new class of quasilinear nonlocal operators and study equations involving these operators. The operators are degenerate elliptic and may have arbitrary growth in the gradient. Included are new nonlocal versions of p-Laplace,…
We prove some existence results for a class of nonlinear fractional equations driven by a nonlocal operator.
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…
This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…
Borchers and Wiesbrock have demonstrated certain results concerning the one-parameter semigroups of endomorphisms of von Neumann algebras that appear as lightlike translations in the theory of algebras of local observables. These results…
We discuss pointwise behavior of weak supersolutions for a class of doubly nonlinear parabolic fractional $p$-Laplace equations which includes the fractional parabolic $p$-Laplace equation and the fractional porous medium equation. More…
A quasi-automatic semigroup is defined by a finite set of generators, a rational (regular) set of representatives, such that if a is a generator or neutral, then the graph of right multiplication by a on the set of representatives is a…
In this paper, we define and study a kind of Steinberg representation for linear algebraic groups of a particular kind, called groups of parahoric type, defined overa finite field; in particular, when G is the group of F-points of a…
We present a conditional generative model to learn variation in cell and nuclear morphology and the location of subcellular structures from microscopy images. Our model generalizes to a wide range of subcellular localization and allows for…
This paper studies how differentiable representations of certain subsemigroups of the Weyl-Heisenberg group may be obtained in suitably constructed rigged Hilbert spaces. These semigroup representations are induced from a continuous unitary…